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Beatriz Farah

Publications and source records attributed to Beatriz Farah.

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Designing clinical trials for the comparison of single and multiple quantiles with right-censored data

Based on the test for equality of quantiles originally introduced by Kosorok (1999), we propose new power formulas for the comparison of one quantile between two treatment groups, as well as for the comparison of a collection of quantiles. Under the null hypothesis of equality of quantiles, the test statistic follows asymptotically a normal distribution in the univariate case and a chi-squared with J degrees of freedom in the multivariate case, with J the number of quantiles compared. The variance of the test statistic depends on the estimation of the probability density function of the distribution of failure times at the quantile being tested. In order to apply the test on real data, we propose to estimate this quantity using a resampling-based method, as an alternative to Kosorok's original kernel density estimator. The whole procedure provides a practical tool for designing and analyzing data arising from clinical trials using quantiles of survival as an endpoint. Simulation studies are performed to show the appropriateness of the power formulas. We illustrate the proposed test in a phase III randomized clinical trial where the proportional hazards assumption between treatment arms does not hold.

stat.ME

A note on a resampling procedure for estimating the density at a given quantile

In this paper we refine the procedure proposed by Lin et al. (2015) to estimate the density at a given quantile based on a resampling method. The approach consists on generating multiple samples of the zero-mean Gaussian variable from which a least square estimator is constructed. The main advantage of the proposed method is that it provides an estimation directly at the quantile of interest, thus achieving the parametric rate of convergence. In this study, we investigate the critical role of the variance of the sampled Gaussians on the accuracy of the estimation. We provide theoretical guarantees on this variance that ensure the consistency of the estimator, and we propose a gridsearch algorithm for automatic variance selection in practical applications. We demonstrate the performance of the proposed estimator in simulations and compare the results with those obtained using kernel density estimator.

stat.AP